-28.8%
TTD vs ALC
+20.4%
-49.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.3% |
| 7D | -4.6% | -5.3% | +0.7% | -1.1% |
| 30D | +3.7% | -7.1% | +10.7% | +8.8% |
| 3M | -30.2% | +0.8% | -31.0% | -31.2% |
| 6M | -51.4% | -16.0% | -35.4% | -46.4% |
| YTD | -63.4% | -12.7% | -50.7% | -60.9% |
| 1Y | -73.5% | -12.8% | -60.7% | -71.8% |
| 3Y | -83.5% | -15.8% | -67.6% | -83.2% |
| 5Y | -80.9% | -16.7% | -64.3% | -80.3% |
| All | -28.8% | +20.4% | -49.1% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling